Asymptotic behavior of the processes describing some insurance models
DOI10.1080/03610926.2014.985840zbMATH Open1354.91058OpenAlexW2259669999MaRDI QIDQ2807804FDOQ2807804
A. Gromov, Ekaterina V. Bulinskaya
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.985840
dynamic programmingproportional reinsuranceoptimal and asymptotically optimal controlperiodic-review model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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Cited In (6)
- Modeling of an insurance system and its large deviations analysis
- Bachelier model with stopping time and its insurance application
- Reliability of a Discrete-Time System with Investment
- Title not available (Why is that?)
- A note on a by-claim risk model: Asymptotic results
- Insurance claims modulated by a hidden Brownian marked point process
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